+19.3%
ACI vs LEN
+54.2%
-34.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -5.0% | -3.4% | -1.7% | -4.6% |
| 30D | -2.3% | -5.7% | +3.3% | -1.5% |
| 3M | -23.2% | -12.2% | -11.0% | -22.0% |
| 6M | -29.5% | -18.3% | -11.2% | -27.8% |
| YTD | -28.6% | -20.2% | -8.4% | -26.7% |
| 1Y | -34.0% | -40.1% | +6.0% | -29.6% |
| 3Y | -45.0% | -26.2% | -18.8% | -44.1% |
| 5Y | -44.0% | -9.8% | -34.2% | -46.4% |
| All | +19.3% | +54.2% | -34.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling